A gentle introduction to conformal prediction and distribution-free uncertainty quantification

AN Angelopoulos, S Bates - arxiv preprint arxiv:2107.07511, 2021 - arxiv.org
Black-box machine learning models are now routinely used in high-risk settings, like
medical diagnostics, which demand uncertainty quantification to avoid consequential model …

Image-to-image regression with distribution-free uncertainty quantification and applications in imaging

AN Angelopoulos, AP Kohli, S Bates… - International …, 2022 - proceedings.mlr.press
Image-to-image regression is an important learning task, used frequently in biological
imaging. Current algorithms, however, do not generally offer statistical guarantees that …

Conformal prediction: A gentle introduction

AN Angelopoulos, S Bates - Foundations and Trends® in …, 2023 - nowpublishers.com
Black-box machine learning models are now routinely used in high-risk settings, like
medical diagnostics, which demand uncertainty quantification to avoid consequential model …

Sample-efficient safety assurances using conformal prediction

R Luo, S Zhao, J Kuck, B Ivanovic… - … Journal of Robotics …, 2024 - journals.sagepub.com
When deploying machine learning models in high-stakes robotics applications, the ability to
detect unsafe situations is crucial. Early warning systems can provide alerts when an unsafe …

Equal opportunity of coverage in fair regression

F Wang, L Cheng, R Guo, K Liu… - Advances in Neural …, 2024 - proceedings.neurips.cc
We study fair machine learning (ML) under predictive uncertainty to enable reliable and
trustworthy decision-making. The seminal work of'equalized coverage'proposed an …

A large-scale study of probabilistic calibration in neural network regression

V Dheur, SB Taieb - International Conference on Machine …, 2023 - proceedings.mlr.press
Accurate probabilistic predictions are essential for optimal decision making. While neural
network miscalibration has been studied primarily in classification, we investigate this in the …

Length optimization in conformal prediction

S Kiyani, G Pappas, H Hassani - arxiv preprint arxiv:2406.18814, 2024 - arxiv.org
Conditional validity and length efficiency are two crucial aspects of conformal prediction
(CP). Achieving conditional validity ensures accurate uncertainty quantification for data …

Selective conformal inference with false coverage-statement rate control

Y Bao, Y Huo, H Ren, C Zou - Biometrika, 2024 - academic.oup.com
Conformal inference is a popular tool for constructing prediction intervals. We consider here
the scenario of post-selection/selective conformal inference, that is, prediction intervals are …

Achieving risk control in online learning settings

S Feldman, L Ringel, S Bates, Y Romano - arxiv preprint arxiv …, 2022 - arxiv.org
To provide rigorous uncertainty quantification for online learning models, we develop a
framework for constructing uncertainty sets that provably control risk--such as coverage of …

Online conformal prediction with decaying step sizes

AN Angelopoulos, RF Barber, S Bates - arxiv preprint arxiv:2402.01139, 2024 - arxiv.org
We introduce a method for online conformal prediction with decaying step sizes. Like
previous methods, ours possesses a retrospective guarantee of coverage for arbitrary …